+36.0%
TSM vs CPRT
-24.7%
+60.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.0% | -7.3% | -1.0% |
| 7D | -10.0% | +12.6% | -22.6% | -7.1% |
| 30D | -18.5% | +18.0% | -36.5% | -14.9% |
| 3M | -4.9% | +11.0% | -15.8% | -1.4% |
| 6M | -1.0% | -2.0% | +1.0% | +2.6% |
| YTD | +31.3% | -16.7% | +47.9% | +35.5% |
| 1Y | +36.0% | -23.9% | +59.9% | +38.7% |
| All | +36.0% | -24.7% | +60.7% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling